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Jon Thor Benediktsson, who leads trips for local firm The Travelling Viking around Lake Mývatn, better known to fans of the hit HBO series as the land beyond The Wall, explains: “We had a Japanese gentleman who genuinely believed he would see wildling people going about their daily lives. He wasn’t happy when we told him they only exist in the TV show.” At least he didn’t ask where the white walkers and dragons were hiding.

Ever since Game of Thrones first featured Iceland in season two, glimpses of the country’s frozen landscapes have lured mega-fans from around the world to the little island in the north Atlantic. The “Game of Thrones effect” has been cited as a key factor behind the remarkable growth in annual visitors to Iceland, from 566,000 in 2011, the year it premiered, to more than 1 million in 2015.

The Gullfoss waterfallCredit:
aaron_huang86 - Fotolia

And despite having to field the occasional silly question, Benediktsson is hugely grateful for the boost to business that the series has sparked.

“We were a tiny company when the show first came here – it has lifted us to new heights. Now around half of the tours we run are themed around the show,” he says.

While only the Japanese gent came expecting wildlings, many more show up ready for the arrival of winter. “A lot of people come dressed for the occasion, in fake animal skins and furs – so they look like Jon Snow,” he explains with a chuckle.

There’s the otherworldly lava fields of Dimmuborgir, where Mance Rayder sets up his camp in season three, the corner of the “Haunted Forest” where Samwell Tarly and Lord Commander Mormont are attacked by white walkers, and Grjótagjá, the cave that becomes Jon Snow and Ygritte’s love nest (and the spot that visitors are usually most excited about seeing, says Benediktsson).

The Gullfoss waterfall is also on the itinerary. It was one of the sights that drew location scouts to the region but is yet to actually appear on screen. Benediktsson explains: “The crew did some filming there, but they will probably never use the footage because the books say there is just one river beyond The Wall and it doesn’t feature a waterfall.”

Next up is the Hveraströnd Sulphur Springs. While the bubbling pools of mud haven't been seen in the series, the steam that rises from them was used by the director to create the illusion of a blizzard.

The day ends at the Mývatn Nature Baths, “our answer to the Blue Lagoon, only less crowded”.

It’s by no means an exhaustive tour of all Iceland’s Game of Thrones sights. There are plenty more filming locations to be found in other parts of the country (see below). But it’s the variety of the landscapes, not the filming locations, that impress visitors the most, says Benediktsson – even those who come dressed as Jon Snow.

Just don’t expect to meet any wildlings.

Regent Holidays (0203 733 4931; regent-holidays.co.uk) offers a five-day Game of Thrones tour to Iceland that includes a day in the company of Jon Thor Benediktsson. Departure any time, from £950pp b&b including flights.

Iceland’s Game of Thrones filming locations

1. Dimmuborgir

This frozen lava field near Lake Mývatn is where Mance Rayder's wildling army camp was built in season three. Filming took place in temperatures as low as -11C.

DimmuborgirCredit:
Fyle - Fotolia

2. Grjótagjá

The cave, also close to Mývatn, where Jon Snow and Ygritte, make love. It only appears in establishing shots - most of the scene was actually filmed in the studio.

3. Skaftafell

Producers made do with artificial snow in season one, but ventured to Iceland for scenes beyond the Wall thereafter, with the Svínafellsjökull glacier near Skaftafell featuring prominently.

SkaftafellCredit:
boyloso - Fotolia

4. Vatnajökull

Europe's largest glacier, which covers 3,100 square miles of south-east Iceland, also appears in season two.

Europe's largest glacierCredit:
franke182 - Fotolia

5. Vik

The Höfðabrekkuheiði hiking area near Vik, on Iceland's south coast, also appears as the frozen wastes of northern Westeros. The Mýrdalsjökull glacier becomes the Fist of the First Men.

6. Thingvellir National Park

Iceland doesn't just fill in for the land beyond The Wall. The pass to the inpregnable Eyrie is actually found in the Thingvellir National Park, not far from Reykjavik. Look out for it in season four, when Brienne and the Hound engage in a bloody battle.